Quarterly report pursuant to Section 13 or 15(d)

Fair Value Measurement - Option Model (Details)

v3.22.2
Fair Value Measurement - Option Model (Details)
6 Months Ended
Jun. 30, 2022
USD ($)
Y
Mar. 31, 2022
USD ($)
Dec. 31, 2021
USD ($)
Sep. 08, 2021
USD ($)
Feb. 23, 2021
USD ($)
Y
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]          
Expected term 1 year        
Contractual term 5 years        
Convertible promissory note, measurement input       $ 750,000  
Warrant liabilities at (inception) $ 1,324,475 $ 736,669 $ 762,850    
Volatility          
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]          
Derivative Liability, Measurement Input 1.68   12.50   20.00
Risk-free interest rate          
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]          
Derivative Liability, Measurement Input 3.02   1.35   0.80
Warrant exercise price          
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]          
Derivative Liability, Measurement Input 11.50   11.50   11.50
Expected Term          
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]          
Derivative Liability, Measurement Input 5.50   6.00   6.00
Dividend yield          
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]          
Derivative Liability, Measurement Input 0        
Public Warrants          
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]          
Warrant liabilities at (inception) $ 1,300,000   $ 5,900,000   $ 11,200,000
Private Placement Warrants          
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]          
Warrant liabilities at (inception) $ 1,100,000   $ 5,000,000.0   $ 9,700,000
Convertible Promissory Note | Volatility | Level 3          
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]          
Derivative Liability, Measurement Input 1.68   12.50 15.00  
Convertible Promissory Note | Risk-free interest rate | Level 3          
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]          
Derivative Liability, Measurement Input 2.51   0.39 0.07  
Convertible Promissory Note | Warrant exercise price | Level 3          
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]          
Derivative Liability, Measurement Input 1.50   1.50 1.50  
Convertible Promissory Note | Expected Term | Level 3          
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]          
Derivative Liability, Measurement Input 0.50   1.00 0.75  
Convertible Promissory Note | Stock Price | Level 3          
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]          
Derivative Liability, Measurement Input 9.80   9.74 9.75  
Convertible Promissory Note | Probability of transaction | Level 3          
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]          
Derivative Liability, Measurement Input 35.0   65.0 75.0